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Browsing publications by Professor Robert Sollis

Newcastle AuthorsTitleYearFull text
Dr William Berry
Dr Diemo Dietrich
Professor Robert Sollis
Financial stress and forecasting UK equity risk premiums2022
Professor Robert Sollis
Testing for co-explosive behaviour in financial time series2022
Professor Robert Sollis
Real‐time detection of regimes of predictability in the US equity premium2020
Professor Robert Sollis
Real-time monitoring for explosive financial bubbles2018
Professor Robert Sollis
Improving the accuracy of asset price bubble start and end date estimators2017
Professor Robert Sollis
Fixed and Recursive Right-Tailed Dickey-Fuller tests in the Presence of a Break under the Null2016
Professor Robert Sollis
Tests for explosive financial bubbles in the presence of non-stationary volatility2016
Professor Robert Sollis
Recursive right-tailed unit root tests for an explosive asset price bubble2015
Turki Abalala
Professor Robert Sollis
The Saturday effect: an interesting anomaly in the Saudi stock market2015
Professor Robert Sollis
Empirical Finance for Finance and Banking (Authorized Chinese translation)2014
Professor Robert Sollis
Empirical Finance for Finance and Banking2012
Professor Robert Sollis
Spurious Regression: A Higher-Order Problem2011
Professor Robert Sollis
Testing the unit root hypothesis against TAR nonlinearity with STAR-based tests2011
Professor Robert Sollis
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries2009
Professor Robert Sollis
Value at Risk: A Critical Overview2009
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